126. Adapting the DMulti-MADS algorithm to mixed-integer multiobjective derivative-free optimization
Invited abstract in session TC-4: Multiobjective Optimization II, stream Multiobjective optimization.
Thursday, 11:25 - 12:40Room: M:M
Authors (first author is the speaker)
| 1. | Ludovic Salomon
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| MAGI, Polytechnique Montréal | |
| 2. | Sébastien Le Digabel
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| Polytechnique Montréal | |
| 3. | Christophe Tribes
|
| Mathematics and Industrial Engineering, Polytechnique Montréal |
Abstract
The DMulti-MADS method is an extension of the Mesh Adaptive Direct Search (MADS) algorithm for multiobjective derivative-free optimization. It is convergence-based and at the same time has shown good experimental performance. DMulti-MADS was originally designed for continuous variables only. However, many "real-world" engineering applications also have integer variables that need to be considered. In this talk, we describe a simple adaptation of the DMulti-MADS algorithm to consider both continuous and integer variables. Numerical experiments on artificial benchmarks and real-world problems are performed against state-of-the-art algorithms.
Keywords
- SS - Multiobjective Optimization
- Derivative-free optimization
- Mixed integer nonlinear optimization
Status: accepted
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